+265.1%
MU vs TGT
+86.7%
+178.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.6% | -12.6% | -4.8% |
| 7D | -19.1% | +9.5% | -28.6% | -16.1% |
| 30D | -25.2% | +6.6% | -31.9% | -22.9% |
| 3M | -10.9% | +11.0% | -21.9% | -6.8% |
| 6M | +38.0% | +29.9% | +8.1% | +48.5% |
| YTD | +178.8% | +71.4% | +107.4% | +187.8% |
| 1Y | +265.1% | +88.6% | +176.5% | +258.4% |
| All | +265.1% | +86.7% | +178.4% | +258.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TGT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling